+206.5%
FITB vs WCC
+431.3%
-224.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.9% |
| 7D | +2.8% | +9.9% | -7.2% | -1.8% |
| 30D | +9.8% | -8.4% | +18.2% | +12.7% |
| 3M | -5.2% | -10.3% | +5.2% | -2.5% |
| 6M | +17.3% | -10.5% | +27.8% | +18.5% |
| YTD | +19.3% | +32.2% | -12.9% | -2.2% |
| 1Y | +32.7% | +25.5% | +7.2% | +11.4% |
| 3Y | +141.6% | +134.7% | +6.9% | +33.8% |
| 5Y | +48.9% | +139.9% | -91.1% | -25.0% |
| All | +206.5% | +431.3% | -224.8% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling